Loading...
+0.6%
This Month
+3.86%
Year To Date
+49.73%
2 Years
+60.02%
5 Years
+60.02%
10 Years
+19.96%
Annualized
Diversification
Sectors Breakdown
- Sector
- Total
- 📊 ETFs60.55%
- 🧩 Miscellaneous39.2%
- 💻 Electronic Technology0.25%
- 💵 Cash0%
Exchanges Breakdown
- Exchange
- Total
- 🇺🇸 NYSE93.24%
- 🇬🇧 LSE6.76%
Countries Breakdown
- Country
- Total
- 🇹🇼 Taiwan0.25%
Dividends
Dividend Yield
0.29%
2 out of 6 instruments pay dividend.
0 dividend payments in the next 30 days.
Highest Dividend: $SPY (1.13%)
Performance Metrics
Score 6.7/10
Beta
0.89
0.89
0
0.8
1.2
0
2
Sharpe Ratio
1.01
1.01
0
0.5
1
2
2
Sortino Ratio
1.77
1.77
0
1
2
3
3
Jensen's Alpha
2.53
2.53
-2
0
2
4.5
4.5
Omega Ratio
1.07
1.07
0
1
1.5
2.5
2.5
Treynor Ratio
1.45
1.45
0
0.75
1.25
2
2
Information Ratio
0.08
0.08
0
0.3
0.6
1
1
Calmar Ratio
1.56
1.56
0
0.3
0.6
2
2
Beta
0.89
0.89
0
0.8
1.2
0
2
Sharpe Ratio
1.01
1.01
0
0.5
1
2
2
Sortino Ratio
1.77
1.77
0
1
2
3
3
Jensen's Alpha
2.53
2.53
-2
0
2
4.5
4.5
Omega Ratio
1.07
1.07
0
1
1.5
2.5
2.5
Treynor Ratio
1.45
1.45
0
0.75
1.25
2
2
Information Ratio
0.08
0.08
0
0.3
0.6
1
1
Calmar Ratio
1.56
1.56
0
0.3
0.6
2
2
Portfolio Valuation
Based on current positions
P/E Ratio
31.8
High:
TSM
31.8TSMLow:TSM
31.8TSMDetails
PEG Ratio
61.68
High:TSM
61.68TSMLow:TSM
61.68TSMDetails
Price/Book
10.19
High:TSM
10.19TSMLow:TSM
10.19TSMDetails
Price/Sales
14.35
High:TSM
14.35TSMLow:TSM
14.35TSMDetails
Price/CF
20.71
High:TSM
20.71TSMLow:TSM
20.71TSMDetails
Price/FCF
78.86
High:TSM
78.86TSMLow:TSM
78.86TSMDetails
P/E Ratio
31.8
High:TSM
31.8TSMLow:TSM
31.8TSMDetails
PEG Ratio
61.68
High:TSM
61.68TSMLow:TSM
61.68TSMDetails
Price/Book
10.19
High:TSM
10.19TSMLow:TSM
10.19TSMDetails
Price/Sales
14.35
High:TSM
14.35TSMLow:TSM
14.35TSMDetails
Price/CF
20.71
High:TSM
20.71TSMLow:TSM
20.71TSMDetails
Price/FCF
78.86
High:TSM
78.86TSMLow:TSM
78.86TSMDetails
Drawdowns
Worst Drawdowns
Depth | Start | End | Total months |
|---|---|---|---|
-13.27% | Jul 2023 | Jan 2024 | 6 |
-8.03% | Mar 2026 | - | 2 |
-5.64% | Feb 2025 | May 2025 | 3 |
-5.4% | Apr 2024 | Jun 2024 | 2 |
-2.25% | Dec 2024 | Jan 2025 | 1 |
-1.15% | Jul 2024 | Sep 2024 | 2 |
-1% | Jul 2025 | Aug 2025 | 1 |
-0.05% | Oct 2024 | Nov 2024 | 1 |